+1,554.9%
JPM vs VGT
+2,279.6%
-724.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.4% | +1.8% | -2.2% | -2.0% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +14.1% | +3.4% | +10.8% | +9.2% |
| 6M | +23.3% | +35.0% | -11.7% | -8.2% |
| YTD | +11.3% | +28.8% | -17.5% | -13.9% |
| 1Y | +23.0% | +38.0% | -15.0% | -11.2% |
| 3Y | +162.6% | +125.8% | +36.8% | +13.4% |
| 5Y | +152.8% | +134.7% | +18.0% | -1.8% |
| 10Y | +583.6% | +792.6% | -209.0% | -47.4% |
| All | +1,554.9% | +2,279.6% | -724.6% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling